-88.0%
MSTU vs TSLQ
-95.1%
+7.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +2.9% |
| 7D | -16.6% | -6.6% | -10.0% | -20.4% |
| 30D | +69.7% | -24.3% | +94.0% | +51.4% |
| 3M | -7.5% | -3.6% | -3.9% | +5.5% |
| 6M | -43.1% | -12.0% | -31.2% | -30.7% |
| YTD | -63.0% | +1.4% | -64.4% | -46.1% |
| 1Y | -93.8% | -43.6% | -50.2% | -92.8% |
| All | -88.0% | -95.1% | +7.1% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling